Eurex volumes down in July

In July 2014, the international derivatives markets of Eurex Group recorded an average daily volume of 6.3 million contracts (July 2013: 6.8 million). Of those, 4.2 million were Eurex Exchange contracts (July 2013: 4.6 million), and 2.1 million contracts (July 2013: 2.2 million) were traded at the U.S.-based International Securities Exchange (ISE). In total, 97.0 million contracts were traded at Eurex Exchange and 47.1 million at ISE.

At Eurex Exchange, the equity index derivatives segment totaled 48.7 million contracts (July 2013: 44.8 million). The single largest contract was the future on the EURO STOXX 50® Index with 20.0 million contracts. The options on this blue chip index totaled 17.5 million contracts. Futures on the DAX index recorded 2.1 million contracts while the DAX options reached another 2.9 million contracts. The Eurex KOSPI Product recorded 1.8 million contracts. Around 21,000 contracts were traded in TAIEX products which were launched in May 2014.

The equity derivatives (equity options and single stock futures) segment at Eurex Exchange reached 17.4 million contracts (July 2013: 22.9 million). Thereof, equity options totaled 13.6 million
contracts and single stock futures equaled 3.8 million contracts.

Eurex Exchange’s interest rate derivatives segment totaled 29.5 million contracts (July 2013: 38.0 million). The Euro-Bund-Future reached 12.3 million contracts, the Euro-Bobl-Future 7.7 million
contracts and the Euro-Schatz-Future 3.3 million contracts. The three Euro-BTP-Futures grew strongly YoY and totaled almost 1.4 million contracts. The Euro-OAT-Future also grew and recorded around 1.3 million contracts.

The Eurex Exchange segment dividend-based derivatives recorded 633,000 contracts, an increase of 18 percent YoY. Volatility derivatives totaled 640,000 contracts, an increase of 34 percent YoY.

Eurex Repo, which operates Swiss Franc Repo, Euro Repo and GC Pooling markets, reported in July 2014 for its secured money market GC Pooling an average outstanding volume of 164.5 billion euros, an increase of 3 percent YoY (July 2013: 159.7 billion euros). The Euro Repo Market reached an average outstanding volume of 41.6 billion euros, an increase of 1 percent YoY.

The monthly volume on the Power Derivatives Market of European Energy Exchange (EEX) amounted to 148.6 terawatt hours (TWh) in July 2014 (July 2013: 84.7 TWh). On the EEX Natural Gas Spot and Derivatives Market the traded volume amounted to 34.5 TWh (July 2013: 7.3 TWh). In July, a volume of 39.8 million tonnes of CO2 was traded on the Spot and Derivatives Market for CO2 Emission.

To view the official report, with graphics and charts, click here.

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